+271.6%
ECHO vs AEM
+324.7%
-53.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -3.6% |
| 7D | +9.1% | -5.6% | +14.8% | +9.8% |
| 30D | +7.2% | -3.9% | +11.1% | +7.5% |
| 3M | +6.1% | -3.4% | +9.5% | +6.2% |
| 6M | -24.2% | -9.0% | -15.1% | -23.8% |
| YTD | -9.7% | +5.9% | -15.6% | -10.6% |
| 1Y | +40.9% | +4.0% | +37.0% | +39.6% |
| 3Y | +883.3% | +298.8% | +584.5% | +762.3% |
| 5Y | +224.2% | +250.7% | -26.5% | +184.6% |
| 10Y | +141.3% | +405.9% | -264.7% | +101.6% |
| All | +271.6% | +324.7% | -53.2% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling